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nsarfima  

Methods for Fitting and Simulating Non-Stationary ARFIMA Models
View on CRAN: Click here


Download and install nsarfima package within the R console
Install from CRAN:
install.packages("nsarfima")

Install from Github:
library("remotes")
install_github("cran/nsarfima")

Install by package version:
library("remotes")
install_version("nsarfima", "0.2.0.0")



Attach the package and use:
library("nsarfima")
Maintained by
Benjamin Groebe
[Scholar Profile | Author Map]
First Published: 2019-09-20
Latest Update: 2020-08-06
Description:
Routines for fitting and simulating data under autoregressive fractionally integrated moving average (ARFIMA) models, without the constraint of covariance stationarity. Two fitting methods are implemented, a pseudo-maximum likelihood method and a minimum distance estimator. Mayoral, L. (2007) . Beran, J. (1995) .
How to cite:
Benjamin Groebe (2019). nsarfima: Methods for Fitting and Simulating Non-Stationary ARFIMA Models. R package version 0.2.0.0, https://cran.r-project.org/web/packages/nsarfima. Accessed 09 May. 2025.
Previous versions and publish date:
0.1.0.0 (2019-09-20 10:40)
Other packages that cited nsarfima R package
View nsarfima citation profile
Other R packages that nsarfima depends, imports, suggests or enhances
Complete documentation for nsarfima
Functions, R codes and Examples using the nsarfima R package
Some associated functions: arfima.sim . mde.arfima . mle.arfima . 
Some associated R codes: nsarfima.R .  Full nsarfima package functions and examples
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